Iphone - Music through headphone jack AND charging port?

Sorry if this is in the wrong place, but I wasn't sure where it should go.

I have an Iphone 4s. I play drums, and when I drum I used to have an old ipod nano that I'd have speakers connected to the charging port and the headphone jack connected to my stereo so I could also listen to the song I was playing through noise canceling headphones.

Basically, I had it hooked up so that it played through both external speakers and my headphones at the same time. That ipod broke and I now use my 4S for music, but when I tried the same set up, I could only get music to play out of the first device I connected, so if I connected my speakers first and then my headphones, it'd only play out of the speakers and vice versa.

It seems like with iphones it just channels the song to one port or the other and not both like the nano did.

Do you know if this actually is the case? Or if there is a way for me to get it to send the signal to both ports so I could use speakers and my headphones at the same time?